Windows: Get rid of the unused desktop icons message

I think this might only apply to Windows XP as I can’t recall seeing a similar message in Vista.

One of the small annoyances is the little popup that appears every so often telling me I have unused icons on my desktop and do I want to delete them.

Well, no, I don’t. I know what I have on my desktop and I’m happy with that arrangement. I don’t use every program every day, and some programs I may not use for a couple of months. That doesn’t mean I want to get rid of the icons for those programs!